// Create a new WebClient instance.
System.Net.WebClient wc = new System.Net.WebClient();
// get the stream for a particular URL
Stream s = wc.OpenRead("http://server/foo");
// add an entry into the zipfile using that stream as input
zip.AddEntry("MyEntryName.txt", s);
// close the stream
s.Close();

do the zip.AddEntry() thing, and then save. Then, open the zip. Verify that the name on the zip entry - in particular the filename extension - is the same as the name of the file you downloaded directly. if the name doesn't agree,
then you have a naming problem.

open the zip again, programmatically, unzip the entry you added, and compare the bytes received there, with the bytes directly downloaded. Same size? Same content? If not then something is changing them.

I don't know what you mean by "it gives the message that the document format is not supported". What is "it" that is giving you this message? How are you opening the zip file? Are you sure the name attached to the zip
entry is appropriate for the content? In Windows the extension of the file dictates how it will be opened. A .pdf file is treated as an Adobe Acrobat file., for example. If you put regular text content into a file, name it with a .pdf extension,
and then try to open it by double clicking in explorer, explorer will complain about a corrupt file. My point is that if the extension on the filename is not consistent with the content within the file, you can get a message similar to what you described.